+134.9%
AS vs IBB
+59.7%
+75.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -0.8% |
| 7D | +6.9% | -1.8% | +8.8% | +8.2% |
| 30D | +16.0% | +5.1% | +10.9% | +11.4% |
| 3M | -12.8% | +10.7% | -23.6% | -20.3% |
| 6M | -15.4% | +22.9% | -38.3% | -29.8% |
| YTD | -15.7% | +26.7% | -42.4% | -32.1% |
| 1Y | +6.1% | +35.1% | -29.0% | -19.7% |
| All | +134.9% | +59.7% | +75.2% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling